random number generator returning a number not generated before [closed]

I want a random generator that does not generate any numbers generated before. Calling this generator does not return a list. It returns 1 number every time and the number will be a totally new number not generated before.

My idea of implementing this so far is to generate a long non-repeating random list first and then retrieve from the list one by one.

Using Python, but I guess this is more of a general logic question.